+1,299.1%
STRL vs MAGS
+187.7%
+1,111.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | +8.2% | +0.8% | +7.4% | +7.2% |
| 30D | -6.3% | +0.4% | -6.7% | -7.0% |
| 3M | -41.2% | +5.6% | -46.8% | -44.6% |
| 6M | +20.4% | +12.3% | +8.0% | +8.1% |
| YTD | +61.7% | +5.1% | +56.6% | +54.1% |
| 1Y | +72.7% | +14.0% | +58.8% | +55.5% |
| 3Y | +530.9% | +129.4% | +401.5% | +288.5% |
| All | +1,299.1% | +187.7% | +1,111.5% | +749.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling